The long-term goal of this study is to increase understanding of the role of exercise in promoting health in perimenopausal women. The specific aims are 1) to describe the frequency and distress of perimenopausal associated symptoms in women undergoing a 12-week individualized exercise program with a person trainer at baseline, 12 weeks, and one year; 2) to determine the effect of a 12-week individualized exercise program with a personal trainer on the frequency and distress of perimenopause associated symptoms in women with/without hormone replacement therapy; 3) to evaluate the synergistic effect of exercise with HRT on the frequency and distress of symptoms; 4) to characterize the body composition in exercise/non-exercising perimenopausal women with and without HRT at baseline, 12 weeks, and one year; and 50 to determine the effect of a 12-week individualized exercise program on sustainability of exercise participation at one year follow-up. Within the context of a randomized block controlled clinical trial, at total of 160 perimenopausal women, aged 40 - 55 years, will be studied. Previously sedentary women with HRT and without Hrt will be randomly assigned to one of the two conditions: exercise and non-exercise. Thus, four groups (exercise with HRT; exercise without HRT; non-exercise with HRT; non-exercise without HRT) will be formed. The exercise intervention will be a 12-week facility-based individualized exercise program with a personal trainer. Outcome measures include symptoms (vasomotor, menstrual, psychosomatic, and sexual), body composition, and sustainability of exercise. Measures will be taken at baseline, 12 weeks, and one year. The study will fill an existing gap by examining whether exercise will relieve perimenopause associated symptoms and/or enhance the effect of HRT in relief of perimenopause associated symptoms.